Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49571.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43567.23 Kr¶

PnL: ---------------------------------------> -1308.35 Kr¶

DD now: ---------------------------------> -6.68 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:19:40.120863'

Anic Portfolio¶

Today¶

Return: -0.011 %¶

This Week¶

Return: -2.324 %¶

Total portfolio value¶

Return including deposits: 62.285 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.780000 1540.170000 117.170000 8.230000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.170000 914.280000 2.280000 0.250000 912.000000
Atrium Ljungberg B 5 1.010000 903.000000 -1.000000 -0.110000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
BioGaia B 8 2.450000 901.600000 -2.400000 -0.270000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.200000 986.800000 -6.200000 -0.620000 993.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
Biotage 1 -6.480000 132.800000 -16.200000 -10.870000 149.000000
Creaspac SPAC 40 0.100000 3816.000000 -18.000000 -0.470000 3834.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
OX2 12 -1.950000 888.960000 -20.040000 -2.200000 909.000000
Bufab 3 -0.400000 1055.400000 -20.600000 -1.910000 1076.000001
Alimak Group 12 1.230000 984.000000 -23.000000 -2.280000 1007.000004
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Hexatronic Group 15 0.110000 1045.800000 -25.200000 -2.350000 1071.000000
Latour B 4 -2.220000 829.200000 -26.800000 -3.130000 856.000000
Sandvik 4 0.150000 819.600000 -28.400000 -3.350000 848.000000
Sagax B 4 -1.380000 856.000000 -29.000000 -3.280000 885.000000
Vitec Software Group B 2 -2.710000 1075.000000 -29.000000 -2.630000 1104.000000
Investor B 3 -1.390000 628.800000 -29.200000 -4.440000 657.999999
Addnode Group B 7 -1.500000 874.300000 -30.700000 -3.390000 904.999998
Byggmax Group 33 -0.070000 935.220000 -31.780000 -3.290000 966.999990
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
SKF B 5 -0.630000 942.500000 -37.500000 -3.830000 980.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
Catena 2 0.630000 761.200000 -44.800000 -5.560000 806.000000
EQT 4 -2.680000 826.400000 -46.600000 -5.340000 873.000000
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -48.600000 -5.110000 951.000000
Orrön Energy 170 -3.350000 1985.600000 -60.400000 -2.950000 2045.999980
HEXPOL B 8 -5.780000 887.200000 -69.800000 -7.290000 957.000000
Hexagon B 26 -1.580000 3330.600000 -89.400000 -2.610000 3420.000012
VEF 788 -2.090000 1774.580000 -128.420000 -6.750000 1903.000300
Sedana Medical 93 0.580000 2579.820000 -403.760000 -13.530000 2983.577733
TOTAL 43567.230000 -1308.350000 -6.68021% 44875.578016

Updated:¶

'2023-06-21 17:19:57.620414'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶